Mgr. Josef Kurka, Ph.D.

Josef Kurka is a lecturer at IES FSV UK in Prague. His research concentrates on asset pricing, effects of various sources of risks with heterogeneous persistence, connectedness on financial markets, and time-variability of asset pricing relationships.

Job history

▷ 2025+ Lecturer, IES FSV UK, Praha
▷ 2018+ Researcher, IES FSV UK, Praha
▷ 2017+ Junior researcher, ÚTIA, Akademie věd ČR

Education

▷ 10/2025 Ph.D., IES FSV UK, Economics and finance
▷ 2014-2016 Mgr., IES FSV UK, Economics
▷ 2010-2014 Bc., IES FSV UK, Economics

Monographs

Chapters in monographs

Articles

• Kurka J. (2019). Do cryptocurrencies and traditional asset classes influence each other?. Finance Research Letters, 31(December), 38-46. UT-WOS link
• Baruník J., & Kurka J. (2024). Risks of heterogeneously persistent higher moments. International Review of Financial Analysis, 96(November 2024), UT-WOS link

Contributions in the conference proceedings

JEM207 - Data Processing in Python

JEB105 - Statistics

JEM059 - Financial Econometrics I

Bachelor theses

I will be happy to consider supervising theses on any empirical economic topic, particularly focusing on financial econometrics, finance and financial markets. I will only supervise theses written in English and typeset in LaTeX.

Diploma theses

I will be happy to consider supervising theses on any empirical economic topic, particularly focusing on financial econometrics, finance and financial markets. I will only supervise theses written in English and typeset in LaTeX.

Currently supervised

1 BT, 3 DT

Grant Agency of Charles University (GAUK), Principal researcher:

▷ 2019-2022; Horizon-specific risk, higher moments, and asset prices; Grant no. 1188119

UNCE Doctoral Fellowship

▷ 2021; Extreme Volatility Risk in FX Markets

Computer skills

▷ R project, Python, Matlab
▷ Microsoft Office, VBA

Asset pricing, finance, financial econometrics, financial markets, high-frequency data, predicting sport outcomes